Pricing options by simulation using realized volatility

by David E. Allen, Michael McAleer and Marcel Scharth

Year of publication:	2009
Authors:	Allen, David E. ; McAleer, Michael ; Scharth, Marcel
Publisher:	Churchlands : School of Acc., Finance and Economics [u.a.]
Subject:	Simulation \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Stochastischer Prozess \| Stochastic process

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